Merge pull request alpacahq#3 from alpacahq/master

Dev changes

README.md

@@ -169,6 +169,10 @@ Calls `GET /clock` and returns a `Clock` entity.
 ### REST.get_calendar(start=None, end=None)
 Calls `GET /calendar` and returns a `Calendar` entity.
 
+### REST.get_portfolio_history(date_start=None, date_end=None, period=None, timeframe=None, extended_hours=None)
+Calls `GET /account/portfolio/history` and returns a PortfolioHistory entity. PortfolioHistory.df
+can be used to get the results as a dataframe.
+
 ---
 
 ## StreamConn
@@ -191,7 +195,7 @@ if `AM.*` given to the `subscribe()` method, a WebSocket connection is
 established to Polygon's interface.
 
 The `run` method is a short-cut to start subscribing to channels and
-runnnig forever.  The call will be blocked forever until a critical
+running forever.  The call will be blocked forever until a critical
 exception is raised, and each event handler is called asynchronously
 upon the message arrivals.
 
@@ -215,15 +219,15 @@ async def on_account_updates(conn, channel, account):
     print('account', account)
 
 @conn.on(r'^status$')
-def on_status(conn, channel, data):
+async def on_status(conn, channel, data):
     print('polygon status update', data)
 
 @conn.on(r'^AM$')
-def on_minute_bars(conn, channel, bar):
+async def on_minute_bars(conn, channel, bar):
     print('bars', bar)
 
 @conn.on(r'^A$')
-def on_second_bars(conn, channel, bar):
+async def on_second_bars(conn, channel, bar):
     print('bars', bar)
 
 # blocks forever
@@ -328,6 +332,9 @@ For example, the `o` field is renamed to `open`.
 ### polygon/Aggs.df
 Returns a pandas DataFrame object with the ticks returned by `hitoric_agg_v2`.
 
+### polygon/REST.daily_open_close(symbol, date)
+Returns a `DailyOpenClose` entity.
+
 ### poylgon/REST.last_trade(symbol)
 Returns a `Trade` entity representing the last trade for the symbol.
 
@@ -363,7 +370,7 @@ Returns a `NewsList` entity for the symbol.
 ---
 # Alpha Vantage API Service
 
-In addition to Polygon is Alpha Vantage, for users without a live account (paper trading) or want to use the unique features of AV data. You can get a free key [here](https://www.alphavantage.co/support/#api-key) and the documentation is [here](https://www.alphavantage.co/documentation/). Premium keys are also available [here](https://www.alphavantage.co/premium/#intro) 
+In addition to Polygon is Alpha Vantage, for users without a live account (paper trading) or want to use the unique features of AV data. You can get a free key [here](https://www.alphavantage.co/support/#api-key) and the documentation is [here](https://www.alphavantage.co/documentation/). Premium keys are also available [here](https://www.alphavantage.co/premium/#intro)
 This python SDK wraps their API service and seamlessly integrates it with the Alpaca
 API. `alpaca_trade_api.REST.alpha_vantage` will be the `REST` object for Alpha Vantage.
 
@@ -415,7 +422,7 @@ Returns a `json` object with the current OHLCV data of the selected currency pai
 Returns a `csv`, `json`, or `pandas` object of historical OHLCV data for the cryptocurrency pair.
 
 ### alpha_vantage/REST.techindicators(self, techindicator='SMA', output_format='json', **kwargs)
-Returns a `csv`, `json`, or `pandas` object with the data from the techindicator of choice. 
+Returns a `csv`, `json`, or `pandas` object with the data from the techindicator of choice.
 
 ### alpha_vantage/REST.sector()
 Returns a `json` of the currrency sector performances.

alpaca_trade_api/__init__.py

@@ -1,4 +1,4 @@
 from .rest import REST  # noqa
 from .stream2 import StreamConn  # noqa
 
-__version__ = '0.44'
+__version__ = '0.45'

alpaca_trade_api/entity.py

@@ -155,3 +155,28 @@ def __getattr__(self, key):
 
 class Watchlist(Entity):
     pass
+
+
+class PortfolioHistory(Entity):
+    def __init__(self, raw):
+        self._raw = raw
+
+    @property
+    def df(self):
+        if not hasattr(self, '_df'):
+            df = pd.DataFrame(
+                self._raw, columns=(
+                    'timestamp', 'profit_loss', 'profit_loss_pct', 'equity'
+                ),
+            )
+            df.set_index('timestamp', inplace=True)
+            if not df.empty:
+                df.index = pd.to_datetime(
+                    (df.index * 1e6).astype('int64'), utc=True,
+                ).tz_convert(NY)
+            else:
+                df.index = pd.to_datetime(
+                    df.index, utc=True
+                )
+            self._df = df
+        return self._df

alpaca_trade_api/polygon/entity.py

@@ -314,3 +314,7 @@ class NewsList(EntityList):
 
 class Ticker(Entity):
     pass
+
+
+class DailyOpenClose(Entity):
+    pass

alpaca_trade_api/polygon/rest.py

@@ -4,7 +4,8 @@
     Trade, Trades, TradesV2,
     Quote, Quotes, QuotesV2,
     Exchange, SymbolTypeMap, ConditionMap,
-    Company, Dividends, Splits, Earnings, Financials, NewsList, Ticker
+    Company, Dividends, Splits, Earnings, Financials, NewsList, Ticker,
+    DailyOpenClose
 )
 from alpaca_trade_api.common import get_polygon_credentials
 from deprecated import deprecated
@@ -141,6 +142,11 @@ def grouped_daily(self, date, unadjusted=False):
         raw = self.get(path, params, version='v2')
         return Aggsv2Set(raw)
 
+    def daily_open_close(self, symbol, date):
+        path = '/open-close/{}/{}'.format(symbol, date)
+        raw = self.get(path)
+        return DailyOpenClose(raw)
+
     def last_trade(self, symbol):
         path = '/last/stocks/{}'.format(symbol)
         raw = self.get(path)

alpaca_trade_api/rest.py

@@ -12,7 +12,7 @@
 from .entity import (
     Account, AccountConfigurations, AccountActivity,
     Asset, Order, Position, BarSet, Clock, Calendar,
-    Watchlist
+    Watchlist, PortfolioHistory
 )
 from . import polygon
 from . import alpha_vantage
@@ -435,3 +435,22 @@ def delete_watchlist(self, watchlist_id):
 
     def delete_from_watchlist(self, watchlist_id, symbol):
         self.delete('/watchlists/{}/{}'.format(watchlist_id, symbol))
+
+    def get_portfolio_history(
+        self, date_start=None, date_end=None, period=None,
+        timeframe=None, extended_hours=None
+    ):
+        params = {}
+        if date_start is not None:
+            params['date_start'] = date_start
+        if date_end is not None:
+            params['date_end'] = date_end
+        if period is not None:
+            params['period'] = period
+        if timeframe is not None:
+            params['timeframe'] = timeframe
+        if extended_hours is not None:
+            params['extended_hours'] = extended_hours
+        return PortfolioHistory(
+            self.get('/account/portfolio/history', data=params)
+        )

setup.py

@@ -23,7 +23,11 @@
     author_email='[email protected]',
     url='https://github.com/alpacahq/alpaca-trade-api-python',
     keywords='financial,timeseries,api,trade',
-    packages=['alpaca_trade_api', 'alpaca_trade_api.polygon', 'alpaca_trade_api.alpha_vantage'],
+    packages=[
+        'alpaca_trade_api',
+        'alpaca_trade_api.polygon',
+        'alpaca_trade_api.alpha_vantage',
+    ],
     install_requires=[
         'asyncio-nats-client',
         'pandas',